Sounds like you're not clearing the algae bloom all the way up. When you shock to kill the algae, you should be going to 15 ppm and holding it there, until the water completely clears and you can go all night without losing any chlorine (measuring at sundown and again in the morning before the sun hits the pool, and comparing the numbers). If you let the chlorine drift back down without having completely killed the algae, even the stuff you can't see, then it only takes a very temporary dip in chlorine levels for it to start growing again.